+2,757.7%
CLS vs EXR
+148.5%
+2,609.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +4.6% | -2.6% | +7.1% | +5.2% |
| 30D | -13.9% | -7.2% | -6.7% | -12.4% |
| 3M | -26.6% | -3.5% | -23.1% | -26.3% |
| 6M | +15.4% | -5.3% | +20.7% | +16.2% |
| YTD | +5.7% | +9.4% | -3.7% | +2.2% |
| 1Y | +41.1% | +1.3% | +39.8% | +38.9% |
| 3Y | +1,228.6% | +22.4% | +1,206.2% | +1,104.0% |
| 5Y | +3,240.6% | -12.2% | +3,252.9% | +3,194.5% |
| All | +2,757.7% | +148.5% | +2,609.2% | +2,382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling